Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

10

CSDA
2007

favoriteEmaildiscussreport

111views more CSDA 2007»

On rank tests for shift detection in time series

13 years 4 months ago

On rank tests for shift detection in time series

Download www.statistik.uni-dortmund.de

Robustiﬁed rank tests, applying a robust scale estimator, are investigated for reliable and fast shift detection in time series. The tests show good power for sufﬁciently large shifts, low false detection rates for Gaussian noise and high robustness against outliers. Wilcoxon scores in combination with a robust and efﬁcient scale estimator achieve good performance in many situations. © 2007 Elsevier B.V. All rights reserved.

Roland Fried, Ursula Gather

Real-time Traffic

CSDA 2007 | Fast Shift Detection | Low False Detection | Robust Scale Estimator |

claim paper

Related Content

» On the robust detection of edges in time series filtering

» SpADe On Shapebased Pattern Detection in Streaming Time Series

» Warning Launch off Shift Tests for Delay Faults May Contribute to Test Escapes

» A Robust Bayesian TwoSample Test for Detecting Intervals of Differential Gene Expression i...

» Robust detection of periodic time series measured from biological systems

» Shift Detection by Restoration

» Permutation test for periodicity in short time series data

» Nonparametric Mean Shift Functional Detection in the Functional Space for Task and Resting...

» Detection of spatially correlated Gaussian time series

Post Info
More Details (n/a)

Added	13 Dec 2010
Updated	13 Dec 2010
Type	Journal
Year	2007
Where	CSDA
Authors	Roland Fried, Ursula Gather

Comments (0)